BEL
Bharat Electronics Ltd
Historical option data for BEL
17 Aug 2025 12:56 AM IST
| BEL 30SEP2025 390 CE | ||||||||||||||||
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Delta: 0.51
Vega: 0.55
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 384.90 | 11.65 | -1.65 | 21.43 | 39 | 29 | 128 | |||||||||
For Bharat Electronics Ltd - strike price 390 expiring on 30SEP2025
Delta for 390 CE is 0.51
Historical price for 390 CE is as follows
On 17 Aug BEL was trading at 384.90. The strike last trading price was 11.65, which was -1.65 lower than the previous day. The implied volatity was 21.43, the open interest changed by 29 which increased total open position to 128
| BEL 30SEP2025 390 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.49
Vega: 0.55
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 384.90 | 13.75 | 1.5 | 24.68 | 22 | 15 | 81 |
For Bharat Electronics Ltd - strike price 390 expiring on 30SEP2025
Delta for 390 PE is -0.49
Historical price for 390 PE is as follows
On 17 Aug BEL was trading at 384.90. The strike last trading price was 13.75, which was 1.5 higher than the previous day. The implied volatity was 24.68, the open interest changed by 15 which increased total open position to 81
